Hi everyone,

When the CCF between two series of observations is plotted in R, a line indicating (presumably) the significance threshold appears across the plot. Does anyone know how this threshold is determined (it is different for each set of series) and how its value can be extracted from R? I've tried saving the CCF into an object and unclassing the object, but there's nothing there to indicate this.
Some sample code to show what I mean:
x <- c(1,2,3,4,5,6,7,8,9)
y <- c(3,4,5,6,7,8,9,10,11)
ccf(x, y, plot=T)
Thanks in advance!

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